| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,532,699 | 35,364,657 | -5,851,705 | 2,635,277 | 489 | 401,520,183 | 0.088 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -19,448,678 | 19,448,678 | -18,162,781 | 1,456,287 |
| 1.0000 | 15,915,979 | 15,915,979 | 12,311,076 | 1,178,990 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 56 | -61,726 | -1,206,303 | -390,285 | 4,527,055 | 0.51 | 0.082 | 267,410 |
| CN | 136 | -3,866,272 | -6,605,923 | -6,302,430 | 11,996,587 | 1.33 | 0.110 | 1,317,027 |
| HK | 37 | -487,271 | -547,727 | -150,121 | 3,339,754 | 1.38 | 0.192 | 203,039 |
| ID | 1 | -61,335 | 0 | -6,766 | 61,335 | 0.11 | 0.081 | -4,939 |
| IN | 14 | 272,667 | 0 | 134,483 | 787,926 | 0.38 | 0.111 | 80,156 |
| JP | 192 | -43,291 | -4,170,566 | 398,091 | 12,451,365 | 0.68 | 0.047 | 608,358 |
| KR | 10 | -103,223 | -103,223 | -60,713 | 103,223 | 0.50 | 0.243 | 23,616 |
| NZ | 1 | -79,903 | -79,903 | -21,752 | 79,903 | 0.27 | 0.250 | 19,939 |
| SG | 12 | 680,849 | 0 | 295,998 | 680,849 | 0.50 | 0.049 | 33,829 |
| TH | 17 | -203,693 | -528,470 | 1,004 | 889,404 | 0.32 | 0.063 | 19,624 |
| TW | 13 | 420,498 | -13,379 | 250,786 | 447,257 | 0.72 | 0.147 | 67,219 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 43 | -2,294,391 | -1,206,303 | -968,887 | 2,294,391 | 0.47 | -0.075 | 107,739 |
| 1.0000 | 13 | 2,232,664 | 0 | 578,602 | 2,232,664 | 0.65 | -0.031 | 159,671 | |
| CN | -1.0000 | 96 | -7,931,429 | -6,605,923 | -10,489,508 | 7,931,429 | 1.42 | -0.086 | 1,223,762 |
| 1.0000 | 40 | 4,065,157 | 0 | 4,187,077 | 4,065,157 | 1.13 | -0.015 | 93,265 | |
| HK | -1.0000 | 12 | -1,913,513 | -547,727 | -2,005,403 | 1,913,513 | 1.03 | 0.073 | -213,007 |
| 1.0000 | 25 | 1,426,241 | 0 | 1,855,282 | 1,426,241 | 1.54 | 0.240 | 416,046 | |
| ID | -1.0000 | 1 | -61,335 | 0 | -6,766 | 61,335 | 0.11 | 0.081 | -4,939 |
| IN | -1.0000 | 2 | -257,629 | 0 | -67,674 | 257,629 | 0.29 | -0.010 | 2,198 |
| 1.0000 | 12 | 530,297 | 0 | 202,157 | 530,297 | 0.39 | 0.128 | 77,957 | |
| JP | -1.0000 | 87 | -6,247,328 | -4,170,566 | -4,411,383 | 6,247,328 | 0.67 | -0.017 | 275,076 |
| 1.0000 | 105 | 6,204,037 | 0 | 4,809,475 | 6,204,037 | 0.68 | 0.025 | 333,281 | |
| KR | -1.0000 | 10 | -103,223 | -103,223 | -60,713 | 103,223 | 0.50 | -0.243 | 23,616 |
| NZ | -1.0000 | 1 | -79,903 | -79,903 | -21,752 | 79,903 | 0.27 | -0.250 | 19,939 |
| SG | 1.0000 | 12 | 680,849 | 0 | 295,998 | 680,849 | 0.50 | 0.043 | 33,829 |
| TH | -1.0000 | 7 | -546,548 | -528,470 | -124,264 | 546,548 | 0.35 | -0.050 | 21,258 |
| 1.0000 | 10 | 342,856 | 0 | 125,268 | 342,856 | 0.30 | 0.033 | -1,634 | |
| TW | -1.0000 | 1 | -13,379 | -13,379 | -6,432 | 13,379 | 0.48 | -0.048 | 645 |
| 1.0000 | 12 | 433,878 | 0 | 257,218 | 433,878 | 0.74 | 0.128 | 66,574 |